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Generalized additive models

Grant number: 12/05023-6
Support type:Scholarships in Brazil - Scientific Initiation
Effective date (Start): August 01, 2012
Effective date (End): July 31, 2013
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Principal researcher:Gisela Tunes da Silva
Grantee:Louise Rossi Rasteiro
Home Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil

Abstract

A Generalized Additive Model (GAM) is a Generalized Linear Model in which the linearity in the linear predictor is relaxed; it is specified in terms of a sum of smooth functions of predictor variables. Various techniques canbe employed for actually fitting a generalized additive model, such as the backfitting. Another approach that for fittin a GAM is by using regression splines and a penalized likelihood to obtain estimates. In this project, GAM based on regression splines will be considered as well as applications to real data analysis.

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